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Simultaneous variable selection in regression analysis of multivariate interval‐censored data

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  • Liuquan Sun
  • Shuwei Li
  • Lianming Wang
  • Xinyuan Song
  • Xuemei Sui

Abstract

Multivariate interval‐censored data arise when each subject under study can potentially experience multiple events and the onset time of each event is not observed exactly but is known to lie in a certain time interval formed by adjacent examination times with changed statuses of the event. This type of incomplete and complex data structure poses a substantial challenge in practical data analysis. In addition, many potential risk factors exist in numerous studies. Thus, conducting variable selection for event‐specific covariates simultaneously becomes useful in identifying important variables and assessing their effects on the events of interest. In this paper, we develop a variable selection technique for multivariate interval‐censored data under a general class of semiparametric transformation frailty models. The minimum information criterion (MIC) method is embedded in the optimization step of the proposed expectation‐maximization (EM) algorithm to obtain the parameter estimator. The proposed EM algorithm greatly reduces the computational burden in maximizing the observed likelihood function, and the MIC naturally avoids selecting the optimal tuning parameter as needed in many other popular penalties, making the proposed algorithm promising and reliable. The proposed method is evaluated through extensive simulation studies and illustrated by an analysis of patient data from the Aerobics Center Longitudinal Study.

Suggested Citation

  • Liuquan Sun & Shuwei Li & Lianming Wang & Xinyuan Song & Xuemei Sui, 2022. "Simultaneous variable selection in regression analysis of multivariate interval‐censored data," Biometrics, The International Biometric Society, vol. 78(4), pages 1402-1413, December.
    • Handle: RePEc:bla:biomet:v:78:y:2022:i:4:p:1402-1413
    DOI: 10.1111/biom.13548
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    Cited by:

    1. Fan Feng & Guanghui Cheng & Jianguo Sun, 2023. "Variable Selection for Length-Biased and Interval-Censored Failure Time Data," Mathematics, MDPI, vol. 11(22), pages 1-20, November.

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